Deltix is a leader in the rapidly growing market for advanced alpha generation platforms. Deltix software enables a complete straight through processing environment for the development and deployment of closely-integrated alpha generation and order execution portfolio strategies. Our clients are hedge funds, CTA's, proprietary trading firms, investment management firms and banks. In those firms, we work with professional “quants”, quantitative traders, portfolio managers and technologists.

November 2016

By Stuart Farr, DeltixThis article originally appeared on the Deltix website at is reproduced here with permission.

Examining Execution Transaction Costs in LME Metals
Transaction Cost Analysis (TCA) has traditionally been used to examine costs of order executions between different brokers, demonstrate best execution and provide other compliance-based functions. More recent applications of TCA involve forensic analysis of executions. This deeper analysis helps firms improve...